I-Tail Corporation Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.77% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0252 | 7.09 | |
| 0.0623 | 1.28 | |
| 0.5877 | 1.70 | |
| -0.9919 | -1.79 | |
| 2.1908 | 2.57 | |
| -2.9833 | -3.89 |
Estimation Period:
Dec 9, 2022 to Feb 13, 2026
Dec 9, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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